Last year, Firefox 3 added the option to associate protocols with web applications. A common way to link to mail addresses is using the mailto: protocol, so you'll often find links like security@google.com.
When Firefox 3 was released, Yahoo Mail was the only webmail service that could be selected directly and the instructions for adding Gmail were complicated. Gmail has been added to the list of mail applications and it's easy to set it as the default email client in Firefox and open all the mailto: links in Gmail, without installing extensions:
* go to Tools > Options
* select the Applications tab
* search for mail
* select Use Gmail from the list of actions associated with the mailto protocol
* click OK to save the settings.
If you want to set Gmail as the default mail client for your computer and not just for Firefox, install Google Talk, Gmail Notifier for Windows or Google Notifier for Mac.